International Banking Client
Office Status: Hybrid (1-2 days per week in office)
Salary: $140,000 – $160,000
Responsibilities:
- Perform weekly, monthly and intra-month Independent Price Verification for of Senior Loan Trading, Credit Default Swaps (CDS), Government Bonds, Agency Bonds, Collateralized Loan Obligations (CLOs), private Funding Facilities, other derivatives, asset backed products and others, as needed.
- Interact with Controllers and Front Office regularly on IPV movement.
- Regular reconciliation between third party vendors valuation and general ledger valuation, document differences and suggest adjustment, as necessary.
- Respond to internal/external auditors and regulators on IPV related inquiries
- Provide analysis on market evolution; investigate local valuation issues; give opinion on new products valuation methodology and setup.
- Define Fair Value Hierarchy classification and justification, i.e. create the framework for a given product, risk, or portfolio as appropriate.
- Maintain and enhance current procedures and methodologies documentation for assigned tasks.